VPS is Virtual private server, if you're not feeling secure about where you obtained your rdp you can create one on your vps.
There are many secure rdp's out there such as amazon(EC2) and Google(Cloud) but if you're using the rdp for cracking google will detect you are breaking the rules and terminate your account but the down side to amazon is you need a credit card to register for it. Also rdps are freshly generated so it shouldn't have any keylogger. You can tell it's fresh when you need to disable security for internet explorer unless that's already done the rdp could have been injected with something. If you can't register for either you can use Snthosting or AmazingRdp(They sell you rdp with admin rights).